Discrete-Time G-Martingale and Application

As we know, from some special 1-dimensional BSDEs we can get the g-expectation and g-martingale. What will it be in discretization situation? At first, some results about discretization-type backward stochastic equation are given in section 2. Then we give the corresponding definitions of g
ⁿ
-expectation and g
ⁿ
-martingale in discretization situation. At last an application in finance is given.